cotahist-extracts {rb3}R Documentation

Filtering data from COTAHIST datasets

Description

A set of functions that implement filters to obtain organized and useful data from the COTAHIST datasets.

Usage

cotahist_filter_equity(x)

cotahist_filter_etf(x)

cotahist_filter_bdr(x)

cotahist_filter_unit(x)

cotahist_filter_fii(x)

cotahist_filter_fidc(x)

cotahist_filter_fiagro(x)

cotahist_filter_index(x)

cotahist_filter_equity_options(x)

cotahist_filter_index_options(x)

cotahist_filter_fund_options(x)

Arguments

x

A cotahist dataset

Details

The functions bellow return data from plain instruments, stocks, funds and indexes.

The functions bellow return data related to options, from equities, indexes and funds (ETFs).

The dataset provided must have at least the columns isin, instrument_market, bdi_code and specification_code. A combination of these columns is used to filter the desired data.

Value

A dataframe containing the requested market data.

Examples

## Not run: 
df <- cotahist_get() |> cotahist_filter_equity()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_etf()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_bdr()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_unit()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_fii()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_fidc()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_fiagro()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_index()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_equity_options()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_index_options()

## End(Not run)
## Not run: 
df <- cotahist_get() |> cotahist_filter_fund_options()

## End(Not run)

[Package rb3 version 0.1.0 Index]